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Trade: CRV/USDT/360/LINREG/JMA/5977

Strategy
CRV/USDT/360/LINREG/JMA/5977
Pair
CRV_USDT
Interval
6h
Score
482463
Daily Profit
0.304955
Profit Factor
1.585807
Profitability
56.488550
Streak
135.713685
Best Strategy
Training Data Length
1866.750000
Evaluation Time
2025-09-27 20:07
Expiration Time
2025-11-19 14:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 569274.7772 554575.3577 14699.4196 -117195.0959 -30205.2234 -86989.8725
Total P&L (%) 569.2748 554.5754 14.6994 -117.1951 -30.2052 -86.9899
Avg Daily Profit (%) 0.305 0.2971 0.0079 0 -0.0193 -0.1092
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -240403 -114349 -199713 -48285 -30661 -22902
Profit Factor 1.5858 2.2873 1.0272 0.4335 0.5132 0.3994
Total Trades 131 65 66 131 65 66
Winning Trades 74 36 38 56 29 27
Losing Trades 57 29 28 75 36 39
Profitability (%) 56.4886 55.3846 57.5758 42.7481 44.6154 40.9091
Ratio Avg Win / Avg Loss 1.2215 1.8426 0.7569 0.5806 0.637 0.5769
Largest Winning Trade 173887 173887 44413 18567 6410 18567
Largest Losing Trade -102747 -43543 -102747 -102747 -10752 -102747
Avg Bars in Trades 53 57 48 53 57 48
Avg Bars in Winners 47 50 44 60 66 53
Avg Bars in Losers 60 66 54 48 50 45
Bars Traded 6998 3766 3232 6998 3766 3232
Profit Streak 135.7137 189.7137 135.7137 0 0 0
Trades During Streak 6 5 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 482463 -116348 -516034 -583251 -714830 -708771
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7467,
    "evaluation_days": 1866.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600452000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758992862389,
    "expiration_time": 1763553816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            569274.7772437532,
            554575.3576741549,
            14699.4195695984,
            -117195.0959286145,
            -30205.2234308039,
            -86989.8724978106
        ],
        [
            569.274777,
            554.575358,
            14.69942,
            -117.195096,
            -30.205223,
            -86.989872
        ],
        [
            0.304955,
            0.297081,
            0.007874,
            0,
            -0.019262,
            -0.109191
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -240403,
            -114349,
            -199713,
            -48285,
            -30661,
            -22902
        ],
        [
            1.585807,
            2.287342,
            1.027171,
            0.433525,
            0.513162,
            0.399412
        ],
        [
            131,
            65,
            66,
            131,
            65,
            66
        ],
        [
            74,
            36,
            38,
            56,
            29,
            27
        ],
        [
            57,
            29,
            28,
            75,
            36,
            39
        ],
        [
            56.48855,
            55.384615,
            57.575758,
            42.748092,
            44.615385,
            40.909091
        ],
        [
            1.2215,
            1.842581,
            0.756863,
            0.580614,
            0.637028,
            0.576928
        ],
        [
            173887,
            173887,
            44413,
            18567,
            6410,
            18567
        ],
        [
            -102747,
            -43543,
            -102747,
            -102747,
            -10752,
            -102747
        ],
        [
            53,
            57,
            48,
            53,
            57,
            48
        ],
        [
            47,
            50,
            44,
            60,
            66,
            53
        ],
        [
            60,
            66,
            54,
            48,
            50,
            45
        ],
        [
            6998,
            3766,
            3232,
            6998,
            3766,
            3232
        ],
        [
            135.713685,
            189.713685,
            135.713685,
            0,
            0,
            0
        ],
        [
            6,
            5,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            482463,
            -116348,
            -516034,
            -583251,
            -714830,
            -708771
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7467,
    "evaluation_days": 1866.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600452000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758992862389,
    "expiration_time": 1763553816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)